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Vanguard STAR Funds Vanguard Total International Stock ETF VXUS

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Market dataready · fetched 2026-10-21T16:59:33.552Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:59:27.591434983Z

FundamentalsAlpha Vantage · ready

Share price$84.12
1D+0.1%
$83.81$83.93$84.04$84.15$84.265:30 AM6:30 AM9:00 AM1:00 PMVXUS
Sold putSold call

Vanguard STAR Funds Vanguard Total International Stock ETF options

Live interpolated VXUS call and put midpoint premiums by absolute delta.Vanguard STAR Funds Vanguard Total International Stock ETF$0.10$0.89$1.67$2.46$3.24$81.42$82.73$84.05$85.36$86.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VXUS spot · $84.11VXUS PRICE$0.19$0.24$0.29$0.35$0.40$0.56$0.73$0.89$1.05$1.75$1.92$2.00$2.93$0.22$0.31$0.39$0.46$0.48$0.47$0.76$1.11$1.45$0.76$2.21$2.71$3.01
PutsExpensive2.20×
CallsExpensive1.79×
SkewBearish+2.18 pp
Implied moveBearish±$1.49
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.8025.6%2.2%82.5530.7%2.1%
25Δ85.4824.9%1.9%82.8131.6%1.9%
30Δ85.1624.2%1.6%83.0931.9%1.7%
35Δ84.8323.4%1.3%83.4130.6%1.4%
40Δ84.5122.7%0.9%83.6927.0%1.1%
45Δ84.2924.7%0.9%83.9622.4%0.7%
50Δ84.0726.8%0.8%84.2627.5%0.7%
55Δ83.8528.8%0.7%84.5734.2%0.8%
60Δ83.6330.9%0.7%84.8841.0%0.8%
65Δ83.0746.2%0.8%84.6318.8%0.3%
70Δ82.7744.4%0.7%85.8047.4%0.6%
75Δ82.5139.8%0.5%86.3750.7%0.5%
80Δ81.6052.0%0.5%86.8148.9%0.4%

20Δ

Calls
Pseudo strike
85.80
IV
25.6%
B/E move
2.2%
Puts
Pseudo strike
82.55
IV
30.7%
B/E move
2.1%

25Δ

Calls
Pseudo strike
85.48
IV
24.9%
B/E move
1.9%
Puts
Pseudo strike
82.81
IV
31.6%
B/E move
1.9%

30Δ

Calls
Pseudo strike
85.16
IV
24.2%
B/E move
1.6%
Puts
Pseudo strike
83.09
IV
31.9%
B/E move
1.7%

35Δ

Calls
Pseudo strike
84.83
IV
23.4%
B/E move
1.3%
Puts
Pseudo strike
83.41
IV
30.6%
B/E move
1.4%

40Δ

Calls
Pseudo strike
84.51
IV
22.7%
B/E move
0.9%
Puts
Pseudo strike
83.69
IV
27.0%
B/E move
1.1%

45Δ

Calls
Pseudo strike
84.29
IV
24.7%
B/E move
0.9%
Puts
Pseudo strike
83.96
IV
22.4%
B/E move
0.7%

50Δ

Calls
Pseudo strike
84.07
IV
26.8%
B/E move
0.8%
Puts
Pseudo strike
84.26
IV
27.5%
B/E move
0.7%

55Δ

Calls
Pseudo strike
83.85
IV
28.8%
B/E move
0.7%
Puts
Pseudo strike
84.57
IV
34.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
83.63
IV
30.9%
B/E move
0.7%
Puts
Pseudo strike
84.88
IV
41.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
83.07
IV
46.2%
B/E move
0.8%
Puts
Pseudo strike
84.63
IV
18.8%
B/E move
0.3%

70Δ

Calls
Pseudo strike
82.77
IV
44.4%
B/E move
0.7%
Puts
Pseudo strike
85.80
IV
47.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
82.51
IV
39.8%
B/E move
0.5%
Puts
Pseudo strike
86.37
IV
50.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
81.60
IV
52.0%
B/E move
0.5%
Puts
Pseudo strike
86.81
IV
48.9%
B/E move
0.4%

Options history

No recorded observations